Error in midnightStandard(charvec, format)
Hi Wei-han,
The problem is that your csv has tabs in the date. One solution would
be to remove the tabs with gsub like this
dataset$Date <- gsub("\t", "", dataset$Date)
That should get rid of the error.
A more elegant solution might be to use read.zoo from the zoo package
to read your csv.
HTH,
Garrett
On Tue, Jun 5, 2012 at 7:10 PM, Wei-han Liu <weihanliu2002 at yahoo.com> wrote:
Hi R users:
I am trying some functions in QRMlib package and applying to my own trial
dataset but encountered the following error message when dealing with time
series data.
Error in midnightStandard(charvec, format) :
? 'charvec' has non-NA entries of different number of characters
I have googled for some solution but the discussions are not clear enough to
me if the issue can be solved or not. I suppose it is due to the data type
conflict.
Listed below is the coding and dataset is attached:
dataset <- read.csv("D:/stockindex.csv", header=TRUE, sep = ",");
tsData <- as.timeSeries(dataset);
Date <- tsData[,1];
SP500ts <- tsData[,2];
SP500.nreturns <- -mk.returns(SP500ts);
tD <- timeDate("05/16/1992","%m/%d/%Y");
window <- (seriesPositions(SP500.nreturns) > tD);
SP500.nreturns <- SP500.nreturns[window];
Thanks for your attention and assistance.
Wei-han
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